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A Note on Multiple Decrements
A Note on Multiple Decrements Research paper in response to Jim Conner's paper A ... Decrements Research paper in response to Jim Conner's paper A Multiple Decrement Theorem to demonstrate ...- Authors: Stephen J Spindler
- Date: Jan 1987
- Publication Name: Actuarial Research Clearing House
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Minimum Variance Plans and the Method of Lagrange Multipliers
Thus w/2 = nDHM!nOH and the minimum variance policy s~tisfies: k = 0.1.2 ••••• n-l and has variance ... QM_"> } k=O M - E(Z)s~ Thus we have two equations in two unknowns. Let n-l o (S ..... )2 + "PM'L { ...- Authors: Stephen J Spindler
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods